{
  "at": "2026-11-13T21:04:22.673208+08:00",
  "source": "/srv/projects/investment-docs/outputs/CV8候选验证-2026-11-13/冻结研究输入.csv",
  "sha256": "d680962e3b379bf2bf58dafc5ff46f9dea698480cf439c92dd6e51874165836c",
  "weights": {
    "CASH20": {
      "SPY": 0.4,
      "TLT": 0.2,
      "GLD": 0.2,
      "BIL": 0.2,
      "DBC": 0.0
    },
    "DBC10": {
      "SPY": 0.4,
      "TLT": 0.2,
      "GLD": 0.2,
      "BIL": 0.1,
      "DBC": 0.1
    }
  },
  "scope": "Only10%BIL replaced byDBC; no managed futures, timing, leverage or parameter search; preserve CV6",
  "start": "2007-05-30",
  "end": "2026-11-04",
  "date_reason": "Static no252day warmup needed, use all actualcommonhistory; additionally reproduce old2008-06-02 and2022-01-24 starts without selection",
  "rules": "positive target strict60/140relativebands; frozenquantity atsignalclose, execute nextcommonclose; initialfees included, no terminal liquidation",
  "modes": {
    "independent": "Same productionrule, eachportfolio owntrigger",
    "synchronized": "Diagnostic only: either pairedportfolio hitsband=>both rebalance nextclose; identicaltrade dates, no futureinformation; not a proposed productionstrategy"
  },
  "cost_bps": [
    5,
    10,
    25
  ],
  "windows": "EveryMondayfreshentry,holidaynextsession,max10calendar years,min3; overlappingnotprobabilities;groupdurations",
  "risk": "Same40%stocktarget, not guaranteedidenticaldailyexposure; reportaverages and max; recoverycensor explicit",
  "falsifier": "If improvementlimitedto2022/recent ordoesnotpersistinequaldatecontrols, rejectunconditionalreturn+DDclaim; no retuning",
  "limits": "Retrospective; previouslyseendata; frozenTRproxy notallindependentlycertified; personaltax/FX/mincommissions notmodeled; fundcosts embedded; commodityfuturesreturns include carry/roll/fees; no newcollection",
  "code_sha256": "efec64d6956b4b298f9bedf74b61d417ac9d9e84377a9d546406529890a98cc5"
}